Implied Volatility (Mean) (30-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

SPDR S&P Kensho Final Frontiers ETF (ROKT) had 30-Day Implied Volatility (Mean) of 0.2434 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1858
Historical Volatility (Parkinson)	0.0887
Implied Volatility (Calls)	0.2269
Implied Volatility (Puts)	0.2600
Implied Volatility (Mean)	0.2434
Put-Call Implied Volatility Ratio	1.1457
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--